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Volatility swap
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71	SPECTRAL METHODS FOR VOLATILITY DERIVATIVES ´ CLAUDIO ALBANESE, HARRY LO, AND ALEKSANDAR MIJATOVIC Abstract. In the first quarter of 2006 Chicago Board Options Exchange (CBOE) introduced, as one of the listed products, Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:26 Investment Implied volatility Volatility swap Variance swap Volatility VIX Stochastic volatility Local volatility Conditional variance swap Mathematical finance Financial economics Finance
72	MOMENT METHODS FOR EXOTIC VOLATILITY DERIVATIVES CLAUDIO ALBANESE AND ADEL OSSEIRAN Abstract. The latest generation of volatility derivatives goes beyond variance and volatility swaps and probes our ability to price real Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:23 Financial economics Variance swap Volatility Normal distribution Log-normal distribution Realized variance Stochastic volatility Conditional variance swap Ornstein–Uhlenbeck process Statistics Mathematical finance Finance
73	Variance Swaps and Volatility Derivatives John Crosby Glasgow University My website is: http://www.john-crosby.co.uk Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2009-06-24 09:16:33 Investment Variance swap VIX Volatility Implied volatility Black–Scholes Swap Forward contract Variance Mathematical finance Financial economics Finance
74	Optimal Hedging of Variance Derivatives John Crosby Centre for Economic and Financial Studies, Department of Economics, Glasgow University Add to Reading List Source URL: www.john-crosby.co.uk Language: English - Date: 2010-12-04 14:14:55 Statistics Stochastic processes Stochastic differential equations Banking Variance swap Volatility Forward contract Risk-neutral measure Futures contract Mathematical finance Finance Financial economics
75	Brochure, RealVol Futures, [removed]pub Add to Reading List Source URL: www.volx.us Language: English - Date: 2012-12-12 14:45:00 Investment Implied volatility VIX Futures contract Variance swap Volatility Option Volatility smile Volatility swap Mathematical finance Financial economics Finance
76	Microsoft Word - RealVol Overlay on an S&P500 Portfolio(Final).docx Add to Reading List Source URL: www.volx.us Language: English - Date: 2013-02-26 07:17:14 Investment Volatility Implied volatility VIX Option Heston model Futures contract Volatility smile Variance swap Mathematical finance Financial economics Finance
77	The Link between Caplet and Swaption Volatilities in a BGM/J Framework: Approximate Solutions and Empirical Evidence Peter J¨ackel∗ Riccardo Rebonato† July 18th , 2002 Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:45:13 Economics Swaption Volatility Yield curve LIBOR market model Derivative Swap rate Option Interest rate cap and floor Financial economics Mathematical finance Finance
78	Peter J¨ackel∗ and Christian Kahl† Hyp Hyp Hooray First version: This version: Add to Reading List Source URL: www.pjaeckel.webspace.virginmedia.com Language: English - Date: 2011-07-26 17:12:05 Finance Volatility Implied volatility Local volatility Stochastic volatility Stochastic differential equation Heston model Variance swap Log-normal distribution Mathematical finance Statistics Financial economics
79	The VIX, the variance rremium and stock market volatility Add to Reading List Source URL: www.ecb.europa.eu Language: English - Date: 2014-05-14 08:46:59 Economics VIX Variance risk premium Volatility Variance swap Implied volatility Realized variance Autoregressive conditional heteroskedasticity Variance Mathematical finance Finance Financial economics
80	USC FBE FINANCE SEMINAR presented by Joshua Coval THURSDAY, April 2, [removed]:30 pm – 1:55 pm, Room: JKP-202 The Pricing of Investment Grade Credit Risk Add to Reading List Source URL: www.usc.edu Language: English - Date: 2009-04-01 16:01:23 Mathematical finance United States housing bubble Options Collateralized debt obligation Implied volatility Volatility smile Credit default swap Credit derivative Capital asset pricing model Financial economics Finance Investment